Suppose you have 30,000 in cash to invest. You decide to short sell 10,000 worth of Coca-Cola and invest the proceeds from your short sale plus your 30,000 in Intel. Intel stock has a volatility of 50%, Coca-Cola has a volatility of 25% and the stocks are uncorrelated. What is the volatility of a portfolio that is short $10,000 of Coca-Cola and long $40,000 of Intel? Please provide a percentage

a. 0 b. 10 c. 44 d. 5